gavindiaz/Validus-Risk-Management-Junior-Quant-Case-Study
1
0
Fork 0
mirror of https://github.com/RoryLee1/Validus-Risk-Management-Junior-Quant-Case-Study.git synced 2026-07-27 18:37:43 +00:00
Code Issues Packages Projects Releases Wiki Activity

Update README.md

Browse Source
This commit is contained in:
RoryLee1
2026-01-05 15:03:15 +00:00
committed by GitHub
parent 2d721d8336
commit 445b6200e4
1 changed files with 17 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+17
View File
@@ -1,2 +1,19 @@
# Validus-Risk-Management-Junior-Quant-Case-Study # Validus-Risk-Management-Junior-Quant-Case-Study
FX simulation and hedging analysis FX simulation and hedging analysis
This repository contains a Monte Carlo FX simulation and hedging analysis
completed as part of a Junior Quantitative Analyst case study.
## Contents
- GBPHUF FX simulation using GBM
- FX risk impact on portfolio IRR
- Hedging using FX options
- Forward hedge and margin call risk analysis
## Tools
- Python
- NumPy
- Pandas
- Matplotlib
## Notes
All results are presented in GBP unless stated otherwise.